# Elsevier

# European Journal of Operational Research

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**Current editor:**Jesus Artalejo

**Current editor:**Jean-Charles. Billaut

**Current editor:**Robert Dyson

**Current editor:**Lorenzo Peccati

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**Series handle:**repec:eee:ejores

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### 2005, Volume 166, Issue 1

**154-159 Threshold based discounting networks: The cost allocation provided by the nucleolus***by*Skorin-Kapov, Darko & Skorin-Kapov, Jadranka**160-171 Cluster analysis based on fuzzy equivalence relation***by*Liang, Gin-Shuh & Chou, Tsung-Yu & Han, Tzeu-Chen**172-184 A simple method for computation of fuzzy linear regression***by*Hojati, Mehran & Bector, C. R. & Smimou, Kamal**185-211 Competitiveness of nations: A knowledge discovery examination***by*Zanakis, Stelios H. & Becerra-Fernandez, Irma**212-220 Cost-sensitive learning and decision making revisited***by*Viaene, Stijn & Dedene, Guido**221-245 Mining generalized knowledge from ordered data through attribute-oriented induction techniques***by*Chen, Yen-Liang & Shen, Ching-Cheng**246-254 Optimal pricing policies for perishable products***by*Anjos, Miguel F. & Cheng, Russell C. H. & Currie, Christine S. M.**255-265 An MCDM model for media selection in the dual consumer/industrial market***by*Kwak, N. K. & Lee, Chang Won & Kim, Ji Hee**266-277 When to refinance a mortgage: A dynamic programming approach***by*Lee, Pei-Ting & Rosenfield, Donald B.**278-292 A minimax portfolio selection strategy with equilibrium***by*Deng, Xiao-Tie & Li, Zhong-Fei & Wang, Shou-Yang

### 2005, Volume 165, Issue 3

**555-568 Polynomial approximation algorithms with performance guarantees: An introduction-by-example***by*Demange, Marc & Paschos, Vangelis Th.**569-584 Applying the minimax criterion in stochastic recourse programs***by*Riis, Morten & Andersen, Kim Allan**585-591 Multiobjective second-order symmetric duality with F-convexity***by*Yang, X. M. & Yang, X. Q. & Teo, K. L. & Hou, S. H.**592-597 Symmetric duality in multiobjective programming involving generalized cone-invex functions***by*Khurana, Seema**598-609 Stabilization of Mehrotra's primal-dual algorithm and its implementation***by*Stanimirovic, Predrag S. & Stojkovic, Nebojsa V. & Kovacevic-Vujcic, Vera V.**610-624 Distribution network design: New problems and related models***by*Ambrosino, Daniela & Grazia Scutella, Maria**625-648 Partial convexification cuts for 0-1 mixed-integer programs***by*Sherali, Hanif D. & Lee, Youngho & Kim, Youngjin**649-656 A graph-oriented approach for the minimization of the number of late jobs for the parallel machines scheduling problem***by*Bornstein, Claudio Thomas & Alcoforado, Luciane Ferreira & Maculan, Nelson**657-667 A heuristic algorithm for the truckload and less-than-truckload problem***by*Chu, Ching-Wu**668-684 Vehicle minimization for periodic deliveries***by*Campbell, Ann Melissa & Hardin, Jill R.**685-695 A Bayesian approach for assessing process precision based on multiple samples***by*Pearn, W. L. & Wu, Chien-Wei**696-707 Entropy as a measure of operational flexibility***by*Shuiabi, Eyas & Thomson, Vince & Bhuiyan, Nadia**708-728 The shift team formation problem in multi-shift manufacturing operations***by*Slomp, Jannes & Suresh, Nallan C.**729-747 A dynamic joint replenishment policy with auto-correlated demand***by*Lee, Loo Hay & Chew, Ek Peng**748-764 An inventory model for delayed customization: A hybrid approach***by*Tibben-Lembke, Ronald S. & Bassok, Yehuda**765-785 Optimal stopping problem with double reservation value property***by*Kang, Byung-Kook**786-793 Minimal standby redundancy allocation in a k-out-of-n:F system of dependent components***by*da Costa Bueno, Vanderlei**794-809 Finite buffer polling models with routing***by*Grasman, Scott E. & Olsen, Tava Lennon & Birge, John R.**810-825 Componentwise bounds for nearly completely decomposable Markov chains using stochastic comparison and reordering***by*Pekergin, Nihal & Dayar, Tugrul & Alparslan, Denizhan N.**826-834 Robustness of Kriging when interpolating in random simulation with heterogeneous variances: Some experiments***by*Kleijnen, Jack P. C. & van Beers, Wim C. M.**835-842 Technical note - On optimization approach for multidisk vertical allocation problems***by*Tsai, Jung-Fa & Li, Han-Lin**843-846 On the single machine total tardiness problem***by*Tian, Z. J. & Ng, C. T. & Cheng, T. C. E.

### 2005, Volume 165, Issue 2

**285-288 Project management and scheduling***by*Valls, Vicente & Weglarz, Jan**289-306 Project scheduling under uncertainty: Survey and research potentials***by*Herroelen, Willy & Leus, Roel**307-313 On the fallacy of averages in project risk management***by*Elmaghraby, Salah E.**314-328 Maximization of solution flexibility for robust shop scheduling***by*Artigues, Christian & Billaut, Jean-Charles & Esswein, Carl**329-338 Simple probability models for project contracting***by*Paul, Anand & Gutierrez, Genaro**339-358 Network decomposition-based benchmark results for the discrete time-cost tradeoff problem***by*Akkan, Can & Drexl, Andreas & Kimms, Alf**359-374 New computational results for the discrete time/cost trade-off problem with time-switch constraints***by*Vanhoucke, Mario**375-386 Justification and RCPSP: A technique that pays***by*Valls, Vicente & Ballestin, Francisco & Quintanilla, Sacramento**387-397 An introduction to multi-parameter complexity analysis of discrete problems***by*Sevastianov, S. V.**398-407 Complexity results for flow-shop problems with a single server***by*Brucker, Peter & Knust, Sigrid & Wang, Guoqing**408-415 The two-machine flow-shop problem with weighted late work criterion and common due date***by*Blazewicz, Jacek & Pesch, Erwin & Sterna, Malgorzata & Werner, Frank**416-422 Positive half-products and scheduling with controllable processing times***by*Janiak, Adam & Kovalyov, Mikhail Y. & Kubiak, Wieslaw & Werner, Frank**423-443 Single machine scheduling to minimize total weighted tardiness***by*Cheng, T. C. E. & Ng, C. T. & Yuan, J. J. & Liu, Z. H.**444-456 Minimizing non-decreasing separable objective functions for the unit-time open shop scheduling problem***by*Cheng, T. C. Edwin & Shakhlevich, Natalia V.**457-467 Makespan minimization for scheduling unrelated parallel machines: A recovering beam search approach***by*Ghirardi, M. & Potts, C. N.**468-478 Scheduling UET-UCT outforests to minimize maximum lateness***by*Singh, Gaurav**479-494 A comprehensive review and evaluation of permutation flowshop heuristics***by*Ruiz, Ruben & Maroto, Concepcion**495-509 Scheduling of continuous and discontinuous material flows with intermediate storage restrictions***by*Neumann, Klaus & Schwindt, Christoph & Trautmann, Norbert**510-524 Continuous filling and emptying of storage systems in constraint-based scheduling***by*Sourd, Francis & Rogerie, Jerome**525-534 A heuristic to schedule flexible job-shop in a glass factory***by*Alvarez-Valdes, R. & Fuertes, A. & Tamarit, J. M. & Gimenez, G. & Ramos, R.**535-553 Evolutionary algorithms for periodic arc routing problems***by*Lacomme, Philippe & Prins, Christian & Ramdane-Cherif, Wahiba

### 2005, Volume 165, Issue 1

**1-19 Location analysis: A synthesis and survey***by*ReVelle, C. S. & Eiselt, H. A.**20-33 Minimizing total completion time and total deviation of job completion times from a restrictive due-date***by*Mosheiov, Gur**34-54 Solving the flowshop scheduling problem with sequence dependent setup times using advanced metaheuristics***by*Ruiz, Ruben & Maroto, Concepcion & Alcaraz, Javier**55-69 Combining evolutionary computation and dynamic programming for solving a dynamic facility layout problem***by*Dunker, Thomas & Radons, Gunter & Westkamper, Engelbert**70-81 Improved results on the 0-1 multidimensional knapsack problem***by*Vasquez, Michel & Vimont, Yannick**82-96 Optimal timing of a sequence of tasks with general completion costs***by*Sourd, Francis**97-107 The shortest path problem with forbidden paths***by*Villeneuve, Daniel & Desaulniers, Guy**108-126 Optimal inventory policies for an economic order quantity model with decreasing cost functions***by*Jung, Hoon & Klein, Cerry M.**127-138 Multi-product lot-sizing with a transportation capacity reservation contract***by*van Norden, Linda & van de Velde, Steef**139-156 An experimental analysis of solution performance in a resource sharing and scheduling problem***by*Samaddar, Subhashish & Rabinowitz, Gad & Zhang, Guoqiang Peter**157-181 Global plant capacity and product allocation with pricing decisions***by*Chakravarty, Amiya K.**182-206 Outbound supply chain network design with mode selection, lead times and capacitated vehicle distribution centers***by*Eskigun, Erdem & Uzsoy, Reha & Preckel, Paul V. & Beaujon, George & Krishnan, Subramanian & Tew, Jeffrey D.**207-218 Inventory pooling of repairable spare parts with non-zero lateral transshipment time and delayed lateral transshipments***by*Wong, Hartanto & Cattrysse, Dirk & Van Oudheusden, Dirk**219-230 Knowledge-based framework for automated dynamic supply chain configuration***by*Piramuthu, Selwyn**231-250 A two-bottleneck system with binomial yields and rigid demand***by*Grosfeld-Nir, Abraham**251-266 Incomplete information and multiple machine queueing problems***by*Mitra, Manipushpak**267-284 Index policies for the maintenance of a collection of machines by a set of repairmen***by*Glazebrook, K. D. & Mitchell, H. M. & Ansell, P. S.

### 2005, Volume 164, Issue 3

**573-574 Recent advances in scheduling in computer and manufacturing systems***by*Blazewicz, J. & Ecker, K. & Trystram, D.**575-584 Path colorings in bipartite graphs***by*de Werra, D.**585-591 Chromatic scheduling in a cyclic open shop***by*Kubale, Marek & Nadolski, Adam**592-608 A review of exact solution methods for the non-preemptive multiprocessor flowshop problem***by*Kis, Tamas & Pesch, Erwin**609-626 A triple objective function with a Chebychev dynamic pick-and-place point specification approach to optimise the surface mount placement machine***by*Ayob, Masri & Kendall, Graham**627-638 Scheduling tasks on a flexible manufacturing machine to minimize tool change delays***by*Ecker, K. H. & Gupta, J. N. D.**639-668 Simulated annealing and tabu search for multi-mode resource-constrained project scheduling with positive discounted cash flows and different payment models***by*Mika, Marek & Waligora, Grzegorz & Weglarz, Jan**669-679 A buffer minimization problem for the design of embedded systems***by*Munier Kordon, Alix & Note, Jean-Baptiste**680-689 A graph based model for survivability applications***by*Krings, A. W. & Azadmanesh, A.**690-695 Complexity of master-slave tasking on heterogeneous trees***by*Dutot, Pierre-Francois**696-714 Fuzzy c-means clustering and Internet portals: A case study***by*Ozer, Muammer**715-729 Modeling uncertain activity duration by fuzzy number and discrete-event simulation***by*Zhang, Hong & Tam, C. M. & Li, Heng**730-747 Multi-issue allocation situations***by*Calleja, Pedro & Borm, Peter & Hendrickx, Ruud**748-759 Solving a multiobjective possibilistic problem through compromise programming***by*Arenas Parra, M. & Bilbao Terol, A. & Perez Gladish, B. & Rodriguez Uria, M. V.**760-777 Solving multiattribute design problems with analytic hierarchy process and conjoint analysis: An empirical comparison***by*Scholl, Armin & Manthey, Laura & Helm, Roland & Steiner, Michael**778-784 Characterizations of the 3-cycle count and backward length of a tournament***by*Monsuur, Herman**785-791 Reference point approach for multiple decision makers***by*Lahdelma, Risto & Miettinen, Kaisa & Salminen, Pekka**792-799 A measure of risk and a decision-making model based on expected utility and entropy***by*Yang, Jiping & Qiu, Wanhua**800-810 Data envelopment analysis based decision model for optimal operator allocation in CMS***by*Ertay, Tijen & Ruan, Da**811-828 Positive dynamic systems with entropy operator: Application to labour market modelling***by*Popkov, Alexey Y. & Popkov, Yuri S. & van Wissen, Leo**829-850 Innovation diffusion uncertainty, advertising and pricing policies***by*Kamrad, Bardia & Lele, Shreevardhan S. & Siddique, Akhtar & Thomas, Robert J.**851-855 Single machine preemptive scheduling with fixed jobs to minimize tardiness related criteria***by*Yuan, Jinjiang & Lin, Yixun

### 2005, Volume 164, Issue 2

**287-300 An overview of the design and analysis of simulation experiments for sensitivity analysis***by*Kleijnen, Jack P. C.**301-323 Base station location and channel allocation in a cellular network with emergency coverage requirements***by*Akella, Mohan R. & Batta, Rajan & Delmelle, Eric M. & Rogerson, Peter A. & Blatt, Alan & Wilson, Glenn**324-340 An integrated systems approach to process control and maintenance***by*Linderman, Kevin & McKone-Sweet, Kathleen E. & Anderson, John C.**341-353 Performance of static priority rules for shared facilities in a remanufacturing shop with disassembly and reassembly***by*Guide, V. Daniel R. & Souza, Gilvan C. & van der Laan, Erwin**354-357 Definition and properties of the input-weighted average lead-time***by*Jodlbauer, Herbert**358-366 Inventory models with variable lead time and present value***by*Yang, Gino & Ronald, Robert J. & Chu, Peter**367-377 On interval estimation of the coefficient of variation for the three-parameter Weibull, lognormal and gamma distribution: A simulation-based approach***by*Pang, Wan-Kai & Leung, Ping-Kei & Huang, Wei-Kwang & Liu, Wei**378-386 Reliability function of a class of time-dependent systems with standby redundancy***by*Azaron, Amir & Katagiri, Hideki & Sakawa, Masatoshi & Modarres, Mohammad**387-401 A preemptive priority queue with balking***by*Drekic, Steve & Woolford, Douglas G.**402-405 Reverse multiple recursive random number generators***by*Tang, Hui-Chin**406-416 Second order symmetric duality in non-differentiable multiobjective programming with F-convexity***by*Yang, X. M. & Yang, X. Q. & Teo, K. L. & Hou, S. H.**417-422 An [epsilon]-sensitivity analysis for semidefinite programming***by*Lim, Sungmook & Lee, Sangwook & Park, Soondal**423-439 Forest structure optimization using evolutionary programming and landscape ecology metrics***by*Venema, Henry David & Calamai, Paul H. & Fieguth, Paul**440-455 Layout design for flexible manufacturing systems considering single-loop directional flow patterns***by*Yang, Taho & Peters, Brett A. & Tu, Mingan**456-474 Two new algorithms for UMTS access network topology design***by*Juttner, Alpar & Orban, Andras & Fiala, Zoltan**475-490 Modelling and optimisation for sustainable development policy assessment***by*Cannon, M. & Kouvaritakis, B. & Huang, G.**491-504 A practical model of Heineken's bottle filling line with dependent failures***by*Cooke, Roger M. & Bosma, Atze & Harte, Frank**505-509 A Steiner arborescence model for the feeder reconfiguration in electric distribution networks***by*Avella, Pasquale & Villacci, Domenico & Sforza, Antonio**510-534 Preference scheduling for nurses using column generation***by*Bard, Jonathan F. & Purnomo, Hadi W.**535-547 Estimating output gains by means of Luenberger efficiency measures***by*Fukuyama, Hirofumi & Weber, William L.**548-554 A decision-rule for transplanting non-cadaveric organs***by*Levy, Amnon**555-571 Hedge fund performance appraisal using data envelopment analysis***by*Gregoriou, Greg N. & Sedzro, Komlan & Zhu, Joe

### 2005, Volume 164, Issue 1

**1-11 Loop based facility planning and material handling***by*Asef-Vaziri, Ardavan & Laporte, Gilbert**12-23 A co-operative parallel heuristic for mixed zero-one linear programming: Combining simulated annealing with branch and bound***by*Nwana, V. & Darby-Dowman, K. & Mitra, G.**24-38 Local adjustments: A general algorithm***by*Peridy, Laurent & Rivreau, David**39-51 Machine scheduling with deliveries to multiple customer locations***by*Li, Chung-Lun & Vairaktarakis, George & Lee, Chung-Yee**52-63 Insertion of a random task in a schedule: a real-time approach***by*Duron, Cyril & Proth, Jean-Marie & Wardi, Yorai**64-78 Crane scheduling in container yards with inter-crane interference***by*Ng, W. C.**79-88 Reducing quadratic programming problem to regression problem: Stepwise algorithm***by*Wang, Dong Q. & Chukova, Stefanka & Lai, C. D.**89-103 The biobjective undirected two-commodity minimum cost flow problem***by*Sedeno-Noda, A. & Gonzalez-Martin, C. & Gutierrez, J.**104-114 Quadratic cost flow and the conjugate gradient method***by*Sun, Jie & Yang, Xiaoqi & Chen, Xiongda**115-119 Criteria for generalized invex monotonicities***by*Yang, X. M. & Yang, X. Q. & Teo, K. L.**120-142 Supply chain networks, electronic commerce, and supply side and demand side risk***by*Nagurney, Anna & Cruz, Jose & Dong, June & Zhang, Ding**143-157 Competitive advantage through take-back of used products***by*Heese, Hans S. & Cattani, Kyle & Ferrer, Geraldo & Gilland, Wendell & Roth, Aleda V.**158-172 Who should control inventory in a supply chain?***by*Lee, Ching Chyi & Chu, Wai Hung Julius**173-184 Modeling the role of retail price formats, and retailer competition types on production schedule strategy***by*Ghose, Sanjoy & Liu, John J. & Bhatnagar, Amit & Kurata, Hisashi**185-194 Reexamination of processing time uncertainty***by*Cao, Qidong & Patterson, J. Wayne & Bai, Xue**195-205 The influence of demand variability on the performance of a make-to-stock queue***by*Jemai, Zied & Karaesmen, Fikri**206-216 A least deviation method to obtain a priority vector of a fuzzy preference relation***by*Xu, Zeshui & Da, Qingli**217-224 Valuing the business environment on a daily basis***by*Nicolau, Juan L.**225-238 Core, least core and nucleolus for multiple scenario cooperative games***by*Hinojosa, M. A. & Marmol, A. M. & Thomas, L. C.**239-251 Solving the combinatorial double auction problem***by*Xia, Mu & Stallaert, Jan & Whinston, Andrew B.**252-268 Customer base analysis: partial defection of behaviourally loyal clients in a non-contractual FMCG retail setting***by*Buckinx, Wouter & Van den Poel, Dirk**269-285 Efficient market-clearing prices in markets with nonconvexities***by*O'Neill, Richard P. & Sotkiewicz, Paul M. & Hobbs, Benjamin F. & Rothkopf, Michael H. & Stewart, William R.

### 2005, Volume 163, Issue 3

**573-574 Editorial--in honour of Bernhard Fleischmann***by*Stadtler, Hartmut & de Kok, Ton G. & Meyr, Herbert**575-588 Supply chain management and advanced planning--basics, overview and challenges***by*Stadtler, Hartmut**589-616 Supply chain management in forestry--case studies at Sodra Cell AB***by*Carlsson, Dick & Ronnqvist, Mikael**617-630 Integrating process optimization and inventory planning in cutting-stock with skiving option: An optimization model and its application***by*Arbib, Claudio & Marinelli, Fabrizio**631-652 Shipment planning at oil refineries using column generation and valid inequalities***by*Persson, Jan A. & Gothe-Lundgren, Maud**653-667 Optimal shared-savings contracts in supply chains: Linear contracts and double moral hazard***by*Corbett, Charles J. & DeCroix, Gregory A. & Ha, Albert Y.**668-687 Negotiation-based collaborative planning between supply chains partners***by*Dudek, Gregor & Stadtler, Hartmut**688-705 The effect of remanufacturing on procurement decisions for resellers in secondary markets***by*Robotis, Andreas & Bhattacharya, Shantanu & Van Wassenhove, Luk N.**706-720 Linear programming models with planned lead times for supply chain operations planning***by*Spitter, J. M. & Hurkens, C. A. J. & de Kok, A. G. & Lenstra, J. K. & Negenman, E. G.**721-732 An analytical study of the Q(s,S) policy applied to the joint replenishment problem***by*Nielsen, Christina & Larsen, Christian**733-750 Using repair priorities to reduce stock investment in spare part networks***by*Sleptchenko, A. & van der Heijden, M. C. & van Harten, A.**751-768 An alternative to safety stock policies for multi-level rolling schedule MRP problems***by*Dellaert, N. & Jeunet, J.**769-775 Value at risk and inventory control***by*Tapiero, Charles S.**776-783 An EOQ model for perishable items under stock-dependent selling rate and time-dependent partial backlogging***by*Dye, Chung-Yuan & Ouyang, Liang-Yuh**784-801 Factors which influence decision making in new product evaluation***by*Ozer, Muammer**802-824 A model for analyzing multi-channel distribution systems***by*Alptekinoglu, Aydin & Tang, Christopher S.**825-856 Manufacturing lead-time rules: Customer retention versus tardiness costs***by*Slotnick, Susan A. & Sobel, Matthew J.

### 2005, Volume 163, Issue 2

**287-337 Following the traces:: An introduction to conjoint measurement without transitivity and additivity***by*Bouyssou, Denis & Pirlot, Marc**338-356 Rank inclusion in criteria hierarchies***by*Salo, Ahti & Punkka, Antti**357-369 Representing the strengths and directions of pairwise comparisons***by*Hartvigsen, David**370-387 A decisiveness index for simple games***by*Carreras, Francesc**388-402 Providing support for decisions based on time series information under conditions of asymmetric loss***by*Goodwin, Paul**403-417 Understanding local ignorance and non-specificity within the DS/AHP method of multi-criteria decision making***by*Beynon, Malcolm J.**418-433 Uneven allocation of elements in linear multi-state sliding window system***by*Levitin, Gregory**434-444 Parametric nonlinear programming approach to fuzzy queues with bulk service***by*Chen, Shih-Pin**445-461 Optimal burn-in time to minimize the cost for general repairable products sold under warranty***by*Sheu, Shey-Huei & Chien, Yu-Hung**462-481 On the construction of mutual fund portfolios: A multicriteria methodology and an application to the Greek market of equity mutual funds***by*Pendaraki, K. & Zopounidis, C. & Doumpos, M.**482-502 A unified framework for approximation of general telecommunication networks***by*Vroblefski, Mark & Ramesh, R. & Zionts, Stanley**503-529 Design for optimized multi-lateral multi-commodity markets***by*Bourbeau, Benoit & Gabriel Crainic, Teodor & Gendreau, Michel & Robert, Jacques**530-544 Optimal pricing and quantity of products with two offerings***by*Khouja, Moutaz & Robbins, Stephanie S.**545-564 Allocation of attention within venture capital firms***by*Shepherd, Dean A. & Armstrong, Michael J. & Levesque, Moren**565-568 A note on invex problems with nonnegative variable***by*Galewski, Marek**569-571 Open shops with jobs overlap--revisited***by*Leung, Joseph Y-T. & Li, Haibing & Pinedo, Michael & Sriskandarajah, Chelliah

### 2005, Volume 163, Issue 1

**1-4 Financial modelling and risk management***by*D'Ecclesia, R. L.**5-19 Measures of risk***by*Szego, Giorgio**20-29 How did the Fed react to the 1990s stock market bubble? Evidence from an extended Taylor rule***by*Hayford, M. D. & Malliaris, A. G.**30-51 The LIBOR model dynamics: Approximations, calibration and diagnostics***by*Brigo, Damiano & Mercurio, Fabio & Morini, Massimo**52-64 On pricing of credit spread options***by*Giacometti, Rosella & Teocchi, Mariangela**65-82 An integrated pricing model for defaultable loans and bonds***by*Onorato, Mario & Altman, Edward I.**83-93 Credit risk analysis of mortgage loans: An application to the Italian market***by*Mari, Carlo & Reno, Roberto**94-101 The informational content of subordinated debt and equity prices in the presence of bankruptcy costs***by*Nivorozhkin, Eugene**102-114 Runs tests for assessing volatility forecastability in financial time series***by*Bellini, Fabio & Figa-Talamanca, Gianna**115-131 Optimal portfolio selection and dynamic benchmark tracking***by*Gaivoronski, Alexei A. & Krylov, Sergiy & van der Wijst, Nico**132-144 Speculative trading in mean reverting markets***by*Carcano, G. & Falbo, P. & Stefani, S.**145-153 Testing robustness in calibration of stochastic volatility models***by*Guerra, Maria Letizia & Sorini, Laerte**154-169 Extensions of the Ho and Lee interest-rate model to the multinomial case***by*Abaffy, Jozsef & Bertocchi, Marida & Gnudi, Adriana**170-176 Indeterminacy in portfolio selection***by*Simonelli, Maria Rosaria**177-191 Hedging effectiveness of stock index futures***by*Laws, Jason & Thompson, John**192-200 The pricing of options on an interval binomial tree. An application to the DAX-index option market***by*Muzzioli, S. & Torricelli, C.**201-209 A GARCH option pricing model with [alpha]-stable innovations***by*Menn, Christian & Rachev, Svetlozar T.**210-216 Functional data analysis for clients segmentation tasks***by*Laukaitis, Algirdas & Rackauskas, Alfredas**217-229 Dynamic portfolio optimization: Time decomposition using the Maximum Principle with a scenario approach***by*Barro, Diana & Canestrelli, Elio**230-241 Selecting an optimal portfolio of consumer loans by applying the state preference approach***by*Paris, Francesco M.**242-252 The Asian crisis and calendar effects on stock returns in Thailand***by*Holden, Ken & Thompson, John & Ruangrit, Yuphin**253-275 Bad news and Dow Jones make the Spanish stocks go round***by*Blasco, Natividad & Corredor, Pilar & Del Rio, Cristina & Santamaria, Rafael**276-283 Theory of portfolios: New considerations on classic models and the Capital Market Line***by*Cruz Rambaud, Salvador & Garcia Perez, Jose & Angel Sanchez Granero, Miguel & Evangelista Trinidad Segovia, Juan

### 2005, Volume 162, Issue 3

**581-583 Decision-aid to improve organisational performance***by*Guitouni, Adel**584-601 A preference-based approach to spanning trees and shortest paths problems******by*Perny, Patrice & Spanjaard, Olivier**602-609 An interactive method for the optimal selection problem with two decision makers***by*Ben Abdelaziz, F. & Krichen, S.**610-618 Decision-maker's preferences modeling in the stochastic goal programming***by*Aouni, Belaid & Ben Abdelaziz, Foued & Martel, Jean-Marc**619-629 Stochastic programming with fuzzy linear partial information on probability distribution***by*Ben Abdelaziz, F. & Masri, H.**630-653 SARPlan: A decision support system for Canadian Search and Rescue Operations***by*Abi-Zeid, Irene & Frost, John R.**654-672 Prototyping an intelligent decision support system for improving urban infrastructures management***by*Quintero, Alejandro & Konare, Dougoukolo & Pierre, Samuel**673-689 A non-additive decision-aid for venture capitalists' investment decisions***by*Zacharakis, Andrew & Shepherd, Dean A.